+282.1%
CME vs XLB
+159.0%
+123.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -2.9% | -0.2% | -2.6% | -2.8% |
| 30D | +5.5% | -1.7% | +7.3% | +6.4% |
| 3M | +11.0% | +4.4% | +6.6% | +8.2% |
| 6M | -9.7% | +5.0% | -14.7% | -12.7% |
| YTD | +4.9% | +15.5% | -10.6% | -3.9% |
| 1Y | +10.1% | +14.9% | -4.8% | +0.9% |
| 3Y | +53.5% | +34.5% | +19.0% | +24.9% |
| 5Y | +77.2% | +36.5% | +40.6% | +39.7% |
| 10Y | +282.1% | +159.6% | +122.5% | +71.2% |
| All | +282.1% | +159.0% | +123.2% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling